+308.6%
FLEX vs EWT
+594.1%
-285.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | -0.1% |
| 7D | -0.9% | +4.0% | -4.9% | -4.2% |
| 30D | -10.1% | +10.3% | -20.5% | -17.2% |
| 3M | -31.3% | +6.1% | -37.4% | -34.2% |
| 6M | +71.3% | +56.6% | +14.6% | +19.3% |
| YTD | +81.2% | +76.6% | +4.7% | +14.3% |
| 1Y | +98.5% | +97.9% | +0.6% | +14.3% |
| 3Y | +428.2% | +198.0% | +230.3% | +117.3% |
| 5Y | +657.3% | +151.8% | +505.5% | +259.3% |
| 10Y | +995.9% | +514.1% | +481.8% | +162.2% |
| All | +308.6% | +594.1% | -285.5% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling